Difference between revisions of "Category:IR Options"
From Open Risk Manual
Wiki admin (talk | contribs) (Initial Entry) |
(No difference)
|
Latest revision as of 09:49, 8 October 2019
Options on interest rates. Incudes cap and floor determinations. Also includes the notion of an option strip, which is where each time the option expires it is carried forward to another similar or identical option contract.
Pages in category "IR Options"
The following 11 pages are in this category, out of 11 total.
